+1,764.9%
SMH vs CSGP
+45.2%
+1,719.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.5% |
| 7D | +2.5% | -4.1% | +6.6% | +4.0% |
| 30D | -0.5% | +2.3% | -2.8% | -2.1% |
| 3M | -9.6% | -8.2% | -1.5% | -9.1% |
| 6M | +42.1% | -35.1% | +77.1% | +64.1% |
| YTD | +57.4% | -54.0% | +111.5% | +109.0% |
| 1Y | +96.2% | -65.3% | +161.5% | +195.9% |
| 3Y | +267.9% | -62.6% | +330.5% | +415.3% |
| 5Y | +327.7% | -64.8% | +392.5% | +496.7% |
| All | +1,764.9% | +45.2% | +1,719.7% | +1,210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling